We've gone to great lengths to explain the differences between GPS and aGPS and also generally celebrated the arrival of full-on aGPS on many a carrier. One thing, though, if you have one of these fancy, aGPS phones, you may not necessarily want to have the thing on, because it could potentially make your GPS acquisition times worse.
The advice comes to us by way of MyTodayScreen and here's the nut of it: if you're using an unlocked device or an otherwise non-carrier-supported device, it's a good bet that turning on aGPS is going to lengthen your acquisition time as the assisted part of it tries (and fails) to get location information from the local tower. They ran into the issue using a TouchHD, where turning off aGPS sped up acquisition time significantly. I've had the same issue on the HTC s740 on AT&T: turning off aGPS made a big difference for me, too.
Yeah, sorry, it's not a simple situation (this stuff never is). Even if you are using a fully-supported device on its proper carrier and aGPS is up and running in your area, it's still one more potential point of failure. Just because things are getting better on the GPS front doesn't mean that Microsoft, manufacturers, and carriers don't have a long way to go to making location hardware simple.